ziye666
95fa4460a9
Fix bug about holiday year different from input year and others ( #670 )
...
* Allow both both hoidays and append holidays
Match holidays in predict and fit
Add test for append_holiday features; minor fixes
Add column name validation for append_holidays names; allow only one country
Fix bug about holiday year different from input year and also other bugs
Change function description
Add append holiday feature for R
* Add test for R/Pyrhon; fix bugs
2018-10-18 17:40:17 -07:00
Sean J. Taylor
e3a0586c07
Add xts dependency back and regen docs
2018-06-14 18:42:11 -07:00
Sean J. Taylor
9beb1cb7e7
Version bumps before submitting new packages
2018-06-13 16:03:44 -07:00
Sean J. Taylor
cd84356968
Allow CRAN to build packages on OSX
2018-06-13 11:39:42 -07:00
Ben Letham
bc6360d115
Fix bug in seasonal components with MCMC
2018-06-12 16:53:14 -07:00
Sean J. Taylor
4f224e5ec7
Merge of v0.3 into master
2018-06-02 10:50:58 -07:00
Sean J. Taylor
b92d09cc82
Set dygraphs min version
2018-06-02 08:46:16 -07:00
Ben Letham
107f74f0f2
Allow constant extra regressors
2018-06-01 14:53:45 -07:00
Ben Letham
9a5338cbe4
Documentation update for new plot_components arg
2018-05-31 17:45:44 -07:00
Dmitrij Melichov
e5967a541e
R make rendering of plots by method plot_components optional ( #551 )
2018-05-31 17:41:22 -07:00
Ben Letham
e0cf400e23
R check cleanups
2018-05-30 23:19:56 -07:00
bl
d589859295
Add link to main site from vignette
2018-05-30 17:10:59 -07:00
bl
371e8a3bf4
Version bump
2018-05-30 17:02:47 -07:00
bl
3b20680bfc
Add test i386 test skips for stan tests
2018-05-30 16:40:34 -07:00
bl
f8775433c9
Remove vestigial comments, structure imports
2018-05-30 16:35:17 -07:00
bl
a38aaa38c6
Stan fix for pystan 2.16
2018-05-30 14:23:37 -07:00
Ben Letham
218283f157
Simplify logic/interfaces for cross_validation, to better handle irregularly spaced data and actually respect initial window
2018-05-30 12:09:54 -07:00
Ben Letham
cdc313584e
Switch future changepoint generation to fully continuous model
2018-05-29 21:47:11 -07:00
Ben Letham
7277e6c3b2
Better error messaging for required columns ds and y
2018-05-29 16:17:59 -07:00
Ben Letham
41d4ab472f
Set noise prior variance to current value for linear growth model
2018-05-29 14:41:36 -07:00
Ben Letham
68ff9e577d
Fix issue in Python when changepoint_range=1
2018-05-25 17:00:27 -07:00
Ben Letham
cb0b47994b
Validation and tests for setting range for automatic changepoints
2018-05-25 16:45:24 -07:00
Marc Ferradou
ba1bac834e
Adding changepoint threshold ( #299 )
2018-05-25 15:53:19 -07:00
Ben Letham
2d6e249391
Consistent plot styling in dygraph plot
2018-05-25 15:21:28 -07:00
Ben Letham
663214393e
Minor stan simplifications
2018-05-25 13:57:45 -07:00
Ben Letham
ab09fbcd6e
Remove vestigial reference to seasonal column
2018-05-16 12:42:45 -07:00
Ben Letham
3bd372bc15
Speed up stan fitting by removing unecessary parameter definitions
2018-05-15 13:26:46 -07:00
Ben Letham
7c010aac51
Multiplicative seasonality (R)
2018-05-15 10:07:38 -07:00
Ben Letham
8e8e04858a
Move copy test to test_diagnostics
2018-05-04 16:15:43 -07:00
Ben Letham
b052b56d33
Refactor cross validation metrics for rolling window, add visualization, put example in notebook (R)
2018-05-04 15:07:35 -07:00
Ben Letham
3afdaaf4e1
Move copy from method to function in diagnostics file
2018-05-03 11:42:10 -07:00
Ben Letham
3da46503ed
Add utility for plotting changepoints (Py), and put in plotting file (R and Py)
2018-05-03 11:10:11 -07:00
Ben Letham
0c30f6efcf
Merge in some minor fixes from master
2018-04-20 18:48:21 -07:00
Ben Letham
aa4e223152
Combine trend models into a single stan file (R)
2018-04-20 17:23:11 -07:00
Ben Letham
1f84fa960f
Move changepoint matrix calculation into stan (R)
2018-04-20 15:20:38 -07:00
Andy Pohl
1722e99554
unaddressed warnings from unit tests ( #450 )
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* unaddressed warnings from unit tests
* devtools wants Encoding set or it complains through testthat::check()
2018-04-18 17:06:39 -07:00
Ben Letham
f54d3b50ae
R set_date robust to NAs
2018-02-01 17:21:55 -08:00
Ben Letham
7b9acd953f
Add error message if make_future_dataframe before fit
2018-02-01 16:21:57 -08:00
Nagi Teramo
14d5028a73
Implement metrics for time series forecasts ( #384 )
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* Add metrics for model validation
* Update to reflect comments on Github
* Change all_metrics() implementation to more sophisticated style
* Update metrics functions
* Remove redundant argument
* Use v0.3 files for diagnostics.R and prophet.R
* Use v0.3 file for man/predict.prophet.Rd
* Change the interface and do some refactoring
2018-01-05 16:05:58 -08:00
Ben Letham
a6d68497f1
Revert "Merge branch 'v0.3' into master"
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This reverts commit 011a2924275d453c1d05
2017-12-22 16:32:54 -08:00
Ben Letham
014b3b5919
Merge bugfixes from master into v0.3 ( #393 )
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* Update memory requirement description per #326
* Fix R warning with extra regressor; disallow constant extra regressors.
* Fix unit test broken in new pandas
* Fix diagnostics unit tests for new pandas
* Fix copy with extra seasonalities / regressors Py
* Fix copy with extra seasonalities / regressors R
* Fix weekly_start and yearly_start in R plot_components
* Fix plotting in pandas 0.21 by using pydatetime instead of numpy
* Version bump
* Update README for new version
* Fix missing columns in SHF with extra regressor
2017-12-22 16:30:18 -08:00
Ben Letham
011a292427
Merge branch 'v0.3' into master
2017-12-22 16:29:52 -08:00
Ben Letham
07138f7deb
R package doc update for dygraph addition
2017-12-22 13:36:46 -08:00
Ben Letham
a19589a662
Fix merge issues
2017-12-22 12:19:09 -08:00
Willy Hardy
451c886c73
Added dygraphs functionality. ( #320 )
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* Added dygraphs functionality.
* reversed the unintentional inclusion of prophet_copy
* namespaced functions and corrected %>% typo
2017-12-22 12:09:11 -08:00
bletham
5d453c1d05
Fix missing columns in SHF with extra regressor
2017-11-09 21:19:51 -08:00
Ben Letham
0c3f30fd94
Version bump
2017-11-08 10:43:51 -08:00
Ben Letham
e78f583f90
Merge in bugfixes from master ( #349 )
...
* Update memory requirement description per #326
* Fix R warning with extra regressor; disallow constant extra regressors.
* Fix unit test broken in new pandas
* Fix diagnostics unit tests for new pandas
* Fix copy with extra seasonalities / regressors Py
* Fix copy with extra seasonalities / regressors R
* Fix weekly_start and yearly_start in R plot_components
* Fix plotting in pandas 0.21 by using pydatetime instead of numpy
2017-11-08 10:09:08 -08:00
bl
af80f9c94e
Fix weekly_start and yearly_start in R plot_components
2017-11-05 15:57:59 -08:00
bletham
0addabcad7
Fix copy with extra seasonalities / regressors R
2017-11-04 21:40:45 -07:00
bl
feb7be397b
Fix R warning with extra regressor; disallow constant extra regressors.
2017-11-04 16:40:20 -07:00
Bernie Gray
1e30462779
efficiency and robustness improvements for R package ( #308 )
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* efficiency improvements in r package
* add drop = FALSE to df subsetting
* adding two more drop = FALSE
* add back in global var vector
* revert to previous style of piecewise_linear, piecewise_logistic
* more reversion
* even more reversion
* revert get_changepoint_matrix
* trying to pinpoint issues
* more debugginh
* tests finally pass
* last commit of pr
* last commit of pr
* add utils to imports
2017-10-17 16:33:11 -07:00
Ben Letham
c3d2280af8
Add layer_changepoints from #273
2017-10-11 09:38:15 -07:00
Ben Letham
c6b76aab8c
Move layer_changepoints to v0.3 branch
2017-10-11 09:30:25 -07:00
bletham
e04e024ff1
Add changepoint visualization to R package
2017-10-10 22:15:28 -07:00
bletham
a43cfe8995
Fix component plot with logistic floor
2017-10-10 21:24:23 -07:00
Sean J. Taylor
4c08596ee1
Changes to make R package build on windows without warnings
2017-09-12 09:31:34 -07:00
Sean J. Taylor
c0a7eac3b3
Fix for broken tests (using local timezone)
2017-09-08 11:30:43 -07:00
Ben Letham
2ab01c5d77
Fix flaky unit test
2017-09-08 07:59:52 -07:00
bl
2e9768348b
Version bump
2017-09-02 13:28:30 -07:00
bl
2f9b20b2d3
Documentation for cross validation
2017-09-02 10:53:38 -07:00
Ben Letham
4f5f97d55b
Fix plotting bug
2017-09-01 16:51:55 -07:00
Ben Letham
4c235d9505
R replace warning with message
2017-09-01 16:18:15 -07:00
Ben Letham
4b185bf001
Fix duplicated function from merge
2017-09-01 16:12:19 -07:00
Ben Letham
439efb7209
Graceful error on empty input dataframes
2017-09-01 15:50:19 -07:00
Ben Letham
8066634cb4
Refactor setup_dataframe R
2017-09-01 12:27:23 -07:00
Ben Letham
2ddcf54930
Saturating minimum R
2017-09-01 11:16:59 -07:00
Ben Letham
66ea9444eb
Custom seasonality prior scales R, handle NAs in holiday priors
2017-09-01 10:04:20 -07:00
Ben Letham
ddbb353278
Custom prior scales R
2017-08-31 10:56:06 -07:00
Ben Letham
23d8bc25dc
R unit tests for added regressors
2017-08-30 17:10:43 -07:00
Ben Letham
57c97f2e5e
Finish extra regressors in R
2017-08-30 16:17:41 -07:00
Simon Kim
17efc9aecd
External regressors v2 ( #283 )
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Add regressors in R
2017-08-30 11:04:56 -07:00
bletham
3c09448018
Add cross-validation functions in R
2017-08-26 14:31:33 -07:00
bletham
e4ec600da4
Handle constant y in history
2017-08-19 14:03:00 -07:00
bletham
0b4ec4a9b3
Limit n_changepoints to number of observations.
2017-08-19 11:20:53 -07:00
hoxo_m
fd125c4760
Refine R code a little ( #263 )
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* Replace tail(-1) with [-1]
* Don't need to import utils anymore
2017-07-29 18:56:56 -07:00
bl
b76ebf18bb
documentation update
2017-07-29 17:36:03 -07:00
bl
58fa0bcec5
Suppress internal functions from reference manual
2017-07-28 22:03:27 -07:00
Ben Letham
ff1dbcf38d
Alternative formulation for logistic growth initialization
2017-07-17 11:13:22 -07:00
Ben Letham
c836b520ab
Add m as argument to make_future_dataframe
2017-07-11 17:32:02 -07:00
Ben Letham
85220328bb
Convert manual changepoints to POSIXct before validation
2017-07-11 11:10:19 -07:00
bl
093b4b7eec
R sub-daily data documentation, bugfixes, and unit tests
2017-07-10 22:57:13 -07:00
Qi Wang
b0938df109
Add support for fitting daily seasonality, make holiday features work when daily seasonality is enabled ( #246 )
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* Add support for fitting daily seasonality, make holiday features work
when daily seasonality is enabled
* fix wrong comment in make_future_dataframe()
2017-07-10 18:46:49 -07:00
bl
b07d345155
Bugfix for add_seasonality
2017-07-05 20:15:00 -07:00
bl
8be35c2f34
Custom seasonalities in R
2017-07-05 01:20:22 -07:00
bl
373f543894
Whitespace and documentation fixes
2017-07-04 17:42:58 -07:00
Simon Kim
19e95311c2
Add a posterior analysis function to R ( #238 )
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* Add a posterior analysis function to R
* Add a predictive_samples function to R
2017-07-04 17:27:55 -07:00
bl
1339aada96
Check for Inf values in history; roxygen version bump.
2017-07-04 01:12:22 -07:00
bl
3ebedb1110
Use abs for scaling y
2017-07-03 21:29:38 -07:00
Ben Letham
2bb5827303
Update tidyr call to work with dplyr-0.6.0-rc
2017-04-18 16:18:31 -07:00
Sean J. Taylor
46d1f7b24c
Adding some compiler flags to make warnings more palatable.
2017-04-18 15:26:00 -07:00
Sean J. Taylor
719d380589
Add to the changelog / style change.
2017-04-17 17:37:36 -07:00
Sean J. Taylor
4841d868c5
Missed this
2017-04-17 16:56:27 -07:00
Sean J. Taylor
531b982bb8
Update version launch date.
2017-04-17 16:55:44 -07:00
Sean J. Taylor
c2b9f6229f
Warning messages for seasonality
2017-04-17 16:55:44 -07:00
Sean J. Taylor
813966fdd7
0.1.1 version bumps
2017-04-17 11:29:38 -07:00
Ben Letham
5971a2369b
Loop debug ( #168 )
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* Load Stan models on package load and keep in environment
* Load models on package import
2017-04-13 23:23:44 -07:00
Ben Letham
df4b6158eb
Allow shifting the start date of the yearly seasonality plot
2017-04-13 02:08:34 -07:00
Ben Letham
cacfdc635e
Allow shifting the start date of the weekly seasonality plot
2017-04-13 01:51:17 -07:00
Ben Letham
d937f47612
Enable seasonalities automatically depending on history length / frequency
2017-04-13 01:25:03 -07:00
